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Lecture 18 Integer Programming 12.8 If the LP relaxation is infeasible, then the ILP is infeasible. 12.10 If the optimal solution to the LP is integer, then this is the optimal solution to the ILP also. Problem P: max cx s.t. Ax = b 0 x u xj integer for all j Problem LP: max cx s.t. Ax = b 0 x u Let x1 be feasible for P. Then cx1 is a lower bound for problem P. Let x2 be an optimum for LP. Then cx2 is an upper bound for P. gap = (120-100)/120 = 16.7% When constructing an LP model, we usually try to use the smallest number of constraints and variables.